Nonlinear Random Vibration

This second edition of this book, Nonlinear Random Vibration: Analytical Techniques and Applications, expands on the original edition with additional detailed steps in various places in the text. It is a first systematic presentation on the subject. It covers Markovian and non-Markovian solutions of nonlinear stochastic differential equations, exact solutions of Fokker-Planck-Kolmogorov equations, methods of statistical linearization, statistical nonlinearization techniques, methods of stochastic averaging, truncated hierarchy techniques, and an appendix on probability theory.